I've been trying to tackle the issue. After a bit of experimentation, I realized that the second time you start up C::B, it's much faster. It seems that the loading of projects depends on disk access - i think it's related to the wxFilename class, it might try to access the directory entries or something.
There has been a discussion about the slowness of project loading around the forums, but I forgot where.
Regarding resources, perhaps some of them (i.e. the lexers) could be zipped. But that can wait for a later version. "If it ain't broke..."